ECBOT 5 Year T-Note Future March 2021

Trading Metrics calculated at close of trading on 02-Nov-2020

Day Change Summary
	Previous	Current
	30-Oct-2020	02-Nov-2020	Change	Change %	Previous Week
Open	125-298	125-288	-0-010	0.0%	125-315
High	126-012	126-000	-0-012	0.0%	126-058
Low	125-282	125-288	0-005	0.0%	125-282
Close	125-292	125-290	-0-002	0.0%	125-292
Range	0-050	0-032	-0-018	-35.0%	0-095
ATR	0-000	0-038	0-038		0-000
Volume	4,348	1,817	-2,531	-58.2%	7,086

Daily Pivots for day following 02-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-077	126-056	125-308
R3	126-044	126-023	125-299
R2	126-012	126-012	125-296
R1	125-311	125-311	125-293	126-001
PP	125-299	125-299	125-299	125-304
S1	125-278	125-278	125-287	125-289
S2	125-267	125-267	125-284
S3	125-234	125-246	125-281
S4	125-202	125-213	125-272

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-282	126-222	126-025
R3	126-188	126-128	125-319
R2	126-092	126-092	125-310
R1	126-032	126-032	125-301	126-015
PP	125-318	125-318	125-318	125-309
S1	125-258	125-258	125-284	125-240
S2	125-222	125-222	125-275
S3	125-128	125-162	125-266
S4	125-032	125-068	125-240

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-058	125-282	0-095	0.2%	0-042	0.1%	8%	False	False	1,648
10	126-058	125-270	0-108	0.3%	0-038	0.1%	19%	False	False	1,183

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-138
2.618	126-085
1.618	126-053
1.000	126-032
0.618	126-020
HIGH	126-000
0.618	125-308
0.500	125-304
0.382	125-300
LOW	125-288
0.618	125-267
1.000	125-255
1.618	125-235
2.618	125-202
4.250	125-149

Fisher Pivots for day following 02-Nov-2020
Pivot	1 day	3 day
R1	125-304	126-004
PP	125-299	125-312
S1	125-295	125-301

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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